+220.6%
APLD vs MS
+154.6%
+66.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.5% | +10.3% | +10.5% |
| 7D | -12.7% | -1.6% | -11.2% | -11.0% |
| 30D | -34.7% | -3.8% | -30.9% | -30.7% |
| 3M | -46.1% | -14.6% | -31.5% | -33.1% |
| 6M | -64.9% | -5.1% | -59.8% | -61.6% |
| YTD | -36.6% | +4.5% | -41.1% | -39.4% |
| 1Y | -50.0% | +13.5% | -63.5% | -56.8% |
| 3Y | +190.1% | +160.4% | +29.7% | -21.1% |
| All | +220.6% | +154.6% | +66.1% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling